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On a test of serial correlation for regression models with lagged dependent variables

Durbin, J.; (1992) On a test of serial correlation for regression models with lagged dependent variables. In: Mardia, K., (ed.) The art of statistical science: a tribute to G.S. Watson. (pp. 27-32). Wiley-Blackwell: Oxford, UK.

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Abstract

Book description: Contains a series of articles dedicated to Geof Watson, who has made wide-ranging contributions to statistics, mostly stimulated by scientific problems. His contributions to directional data analysis, statistical biology, time series, etc., are well established. This volume reflects the scope of Dr. Watson's interests in many different subject areas and the overviews presented are about contributions that statistics are making or might make to these areas.

Type:Book chapter
Title:On a test of serial correlation for regression models with lagged dependent variables
ISBN-13:9780471931102
Publisher version:http://eu.wiley.com/WileyCDA/Section/index.html
Language:English
UCL classification:UCL > School of Arts and Social Sciences > Faculty of Social and Historical Sciences > Economics

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